cox.zph {survival}  R Documentation 
Test the proportional hazards assumption for a Cox regression model fit
(coxph
).
cox.zph(fit, transform="km", global=TRUE)
fit 
the result of fitting a Cox regression model, using the coxph function.

transform 
a character string specifying how the survival times should be transformed
before the test is performed.
Possible values are "km" , "rank" , "identity" or a
function of one argument. The default is "km" for rightcensored
data and "identity" for countingprocessing data.

global 
should a global chisquare test be done, in addition to the pervariable tests. 
an object of class "cox.zph"
, with components:
table 
a matrix with one row for each variable, and optionally a last row for the global test. Columns of the matrix contain the correlation coefficient between transformed survival time and the scaled Schoenfeld residuals, a chisquare, and the twosided pvalue. For the global test there is no appropriate correlation, so an NA is entered into the matrix as a placeholder. 
x 
the transformed time axis. 
y 
the matrix of scaled Schoenfeld residuals. There will be one column per
variable and one row per event. The row labels contain the original event
times (for the identity transform, these will be the same as x ).

call 
the calling sequence for the routine.
The computations require the original x matrix of the Cox model fit.
Thus it saves time if the x=TRUE option is used in coxph .
This function would usually be followed by both a plot and a print of the
result.
The plot gives an estimate of the timedependent coefficient beta(t) .
If the proportional hazards assumption is true, beta(t) will be a horizontal
line. The printout gives a test for slope=0 .

P. Grambsch and T. Therneau (1994), Proportional hazards tests and diagnostics based on weighted residuals. Biometrika, 81, 51526.
fit < coxph( Surv(futime, fustat) ~ age + rx, ovarian) temp< cox.zph(fit) print(temp) #display the results plot(temp) #plot curves